+50.7%
IJH vs ALLY
+63.1%
-12.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -3.8% | -4.5% | +0.6% | -2.3% |
| 3M | 0.0% | -2.8% | +2.9% | +0.8% |
| 6M | +8.8% | +10.3% | -1.6% | +4.3% |
| YTD | +13.5% | -5.7% | +19.2% | +15.0% |
| 1Y | +15.4% | +3.9% | +11.5% | +12.4% |
| All | +50.7% | +63.1% | -12.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling